中文核心期刊
CSCD来源期刊
中国科技核心期刊
RCCSE中国核心学术期刊

Journal of Chongqing Jiaotong University(Natural Science) ›› 1991, Vol. 10 ›› Issue (3): 42-48.

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Universal Ridge Estimates on the Regression Coefficient

Yang Hu   

  1. Department of Basic Courses
  • Received:1991-01-16 Online:1991-06-24 Published:2016-11-09

关于回归系数的泛岭估计类

杨虎   

  1. 基础部
  • 作者简介:杨虎,男,28岁,助教
  • 基金资助:
    受到院科研项目经费资助

Abstract: In this paper, based on the linear biased estimates in the present literature, we propose and discuss the universal ridge estimates which is a unitary expression.

Key words: universal idge estimate, mean squared error, linear model, admissibi-lity, principal component estimate

摘要: 本文介绍了文献中常见的线性有偏估计,在此基础上提出和讨论了回归系数的泛岭估计,它是常见线性有偏估计的统一表达形式。

关键词: 泛岭估计, 均方误差, 线性模型, 可容许性, 主成份估计